+52.9%
MLM vs MNDY
-49.2%
+102.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -1.2% |
| 7D | -4.1% | -8.0% | +3.9% | -3.3% |
| 30D | +8.2% | +5.3% | +2.9% | +7.5% |
| 3M | -3.6% | +0.4% | -4.0% | -4.2% |
| 6M | -15.6% | +18.9% | -34.4% | -18.1% |
| YTD | -16.4% | -40.4% | +24.0% | -13.2% |
| 1Y | -14.3% | -51.4% | +37.1% | -9.1% |
| 3Y | +19.3% | -32.3% | +51.6% | +17.1% |
| 5Y | +29.6% | -74.9% | +104.5% | +26.9% |
| All | +52.9% | -49.2% | +102.1% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling